+74.7%
STT vs PNR
-43.1%
+117.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +0.5% | -2.4% | +2.8% | +0.9% |
| 30D | +3.9% | -12.8% | +16.6% | +6.5% |
| 3M | +20.0% | -17.0% | +36.9% | +23.2% |
| 6M | +55.3% | -37.4% | +92.7% | +75.9% |
| YTD | +53.3% | -41.6% | +94.9% | +76.9% |
| 1Y | +74.7% | -44.6% | +119.3% | +108.3% |
| All | +74.7% | -43.1% | +117.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling